Search results for: Evolutionary programming
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 797

Search results for: Evolutionary programming

707 Evolutionary Distance in the Yeast Genome

Authors: Somayyeh Azizi, Saeed Kaboli, Atsushi Yagi

Abstract:

Whole genome duplication (WGD) increased the number of yeast Saccharomyces cerevisiae chromosomes from 8 to 16. In spite of retention the number of chromosomes in the genome of this organism after WGD to date, chromosomal rearrangement events have caused an evolutionary distance between current genome and its ancestor. Studies under evolutionary-based approaches on eukaryotic genomes have shown that the rearrangement distance is an approximable problem. In the case of S. cerevisiae, we describe that rearrangement distance is accessible by using dedoubled adjacency graph drawn for 55 large paired chromosomal regions originated from WGD. Then, we provide a program extracted from a C program database to draw a dedoubled genome adjacency graph for S. cerevisiae. From a bioinformatical perspective, using the duplicated blocks of current genome in S. cerevisiae, we infer that genomic organization of eukaryotes has the potential to provide valuable detailed information about their ancestrygenome.

Keywords: Whole-genome duplication, Evolution, Double-cutand- join operation, Yeast.

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706 Feature-Based Machining using Macro

Authors: M. Razak, A. Jusoh, A. Zakaria

Abstract:

This paper presents an on-going research work on the implementation of feature-based machining via macro programming. Repetitive machining features such as holes, slots, pockets etc can readily be encapsulated in macros. Each macro consists of methods on how to machine the shape as defined by the feature. The macro programming technique comprises of a main program and subprograms. The main program allows user to select several subprograms that contain features and define their important parameters. With macros, complex machining routines can be implemented easily and no post processor is required. A case study on machining of a part that comprised of planar face, hole and pocket features using the macro programming technique was carried out. It is envisaged that the macro programming technique can be extended to other feature-based machining fields such as the newly developed STEP-NC domain.

Keywords: Feature-based machining, CNC, Macro, STEP-NC.

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705 Selecting Stealth Aircraft Using Determinate Fuzzy Preference Programming in Multiple Criteria Decision Making

Authors: C. Ardil

Abstract:

This paper investigates the application of the determinate fuzzy preference programming method for a more nuanced and comprehensive evaluation of stealth aircraft. Traditional methods often struggle to incorporate subjective factors and uncertainties inherent in complex systems like stealth aircraft. Determinate fuzzy preference programming addresses this limitation by leveraging the strengths of determinate fuzzy sets. The proposed novel multiple criteria decision-making algorithm integrates these concepts to consider aspects and criteria influencing aircraft performance. This approach aims to provide a more holistic assessment by enabling decision-makers to observe positive and negative outranking flows simultaneously. By demonstrating the validity and effectiveness of this approach through a practical example of selecting a stealth aircraft, this paper aims to establish the determinate fuzzy preference programming method as a valuable tool for informed decision-making in this critical domain.

Keywords: Determinate fuzzy set, stealth aircraft selection, distance function, decision making, uncertainty, preference programming. MCDM

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704 A Maximum Parsimony Model to Reconstruct Phylogenetic Network in Honey Bee Evolution

Authors: Usha Chouhan, K. R. Pardasani

Abstract:

Phylogenies ; The evolutionary histories of groups of species are one of the most widely used tools throughout the life sciences, as well as objects of research with in systematic, evolutionary biology. In every phylogenetic analysis reconstruction produces trees. These trees represent the evolutionary histories of many groups of organisms, bacteria due to horizontal gene transfer and plants due to process of hybridization. The process of gene transfer in bacteria and hybridization in plants lead to reticulate networks, therefore, the methods of constructing trees fail in constructing reticulate networks. In this paper a model has been employed to reconstruct phylogenetic network in honey bee. This network represents reticulate evolution in honey bee. The maximum parsimony approach has been used to obtain this reticulate network.

Keywords: Hybridization, HGT, Reticulate networks, Recombination, Species, Parsimony.

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703 Solution of Fuzzy Differential Equation under Generalized Differentiability by Genetic Programming

Authors: N. Kumaresan, J. Kavikumar, M. Kumudthaa, Kuru Ratnavelu

Abstract:

In this paper, solution of fuzzy differential equation under general differentiability is obtained by genetic programming (GP). The obtained solution in this method is equivalent or very close to the exact solution of the problem. Accuracy of the solution to this problem is qualitatively better. An illustrative numerical example is presented for the proposed method.

Keywords: Fuzzy differential equation, Generalized differentiability, Genetic programming and H-difference.

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702 Evolutionary Query Optimization for Heterogeneous Distributed Database Systems

Authors: Reza Ghaemi, Amin Milani Fard, Hamid Tabatabaee, Mahdi Sadeghizadeh

Abstract:

Due to new distributed database applications such as huge deductive database systems, the search complexity is constantly increasing and we need better algorithms to speedup traditional relational database queries. An optimal dynamic programming method for such high dimensional queries has the big disadvantage of its exponential order and thus we are interested in semi-optimal but faster approaches. In this work we present a multi-agent based mechanism to meet this demand and also compare the result with some commonly used query optimization algorithms.

Keywords: Information retrieval systems, list fusion methods, document score, multi-agent systems.

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701 Discriminant Analysis as a Function of Predictive Learning to Select Evolutionary Algorithms in Intelligent Transportation System

Authors: Jorge A. Ruiz-Vanoye, Ocotlán Díaz-Parra, Alejandro Fuentes-Penna, Daniel Vélez-Díaz, Edith Olaco García

Abstract:

In this paper, we present the use of the discriminant analysis to select evolutionary algorithms that better solve instances of the vehicle routing problem with time windows. We use indicators as independent variables to obtain the classification criteria, and the best algorithm from the generic genetic algorithm (GA), random search (RS), steady-state genetic algorithm (SSGA), and sexual genetic algorithm (SXGA) as the dependent variable for the classification. The discriminant classification was trained with classic instances of the vehicle routing problem with time windows obtained from the Solomon benchmark. We obtained a classification of the discriminant analysis of 66.7%.

Keywords: Intelligent transportation systems, data-mining techniques, evolutionary algorithms, discriminant analysis, machine learning.

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700 Evolutionary Design of Polynomial Controller

Authors: R. Matousek, S. Lang, P. Minar, P. Pivonka

Abstract:

In the control theory one attempts to find a controller that provides the best possible performance with respect to some given measures of performance. There are many sorts of controllers e.g. a typical PID controller, LQR controller, Fuzzy controller etc. In the paper will be introduced polynomial controller with novel tuning method which is based on the special pole placement encoding scheme and optimization by Genetic Algorithms (GA). The examples will show the performance of the novel designed polynomial controller with comparison to common PID controller.

Keywords: Evolutionary design, Genetic algorithms, PID controller, Pole placement, Polynomial controller

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699 Rule-Based Message Passing for Collaborative Application in Distributed Environments

Authors: Wataru Yamazaki, Hironori Hiraishi, Fumio Mizoguchi

Abstract:

In this paper, we describe a rule-based message passing method to support developing collaborative applications, in which multiple users share resources in distributed environments. Message communications of applications in collaborative environments tend to be very complex because of the necessity to manage context situations such as sharing events, access controlling of users, and network places. In this paper, we propose a message communications method based on unification of artificial intelligence and logic programming for defining rules of such context information in a procedural object-oriented programming language. We also present an implementation of the method as java classes.

Keywords: agent programming, logic programming, multi-media application, collaborative application.

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698 Dynamic Construction Site Layout Using Ant Colony Optimization

Authors: Y. Abdelrazig

Abstract:

Evolutionary optimization methods such as genetic algorithms have been used extensively for the construction site layout problem. More recently, ant colony optimization algorithms, which are evolutionary methods based on the foraging behavior of ants, have been successfully applied to benchmark combinatorial optimization problems. This paper proposes a formulation of the site layout problem in terms of a sequencing problem that is suitable for solution using an ant colony optimization algorithm. In the construction industry, site layout is a very important planning problem. The objective of site layout is to position temporary facilities both geographically and at the correct time such that the construction work can be performed satisfactorily with minimal costs and improved safety and working environment. During the last decade, evolutionary methods such as genetic algorithms have been used extensively for the construction site layout problem. This paper proposes an ant colony optimization model for construction site layout. A simple case study for a highway project is utilized to illustrate the application of the model.

Keywords: Construction site layout, optimization, ant colony.

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697 Supplementary JAVA Programming Course for e-Learning with Small-Group Instruction

Authors: Eiko Takaoka, Yuji Osawa

Abstract:

We have designed and implemented e-Learning materials for a JAVA programming course since 2004 and have found that “normal” students, meaning motivated and capable students, can successfully learn the course material taught in a fully online manner. However, for “weaker” students, meaning those lacking motivation, experience, and/or aptitude, the results have been unsatisfactory, and such students thus fall into the supplementary category. From 2007 to 2008, we offered a face-to-face class with small-group instruction for the weaker students, while we provided the fully online course for the normal students. Consequently, we succeeded in helping the weaker students to overcome their programming phobia and develop the ability to create basic programs.

Keywords: e-learning, JAVA Programming Course, Small-Group Instruction, Supplementary.

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696 Generic Model for Timetabling Problems by Integer Linear Programming Approach

Authors: N. A. H. Aizam, V. Uvaraja

Abstract:

The agenda of showing the scheduled time for performing certain tasks is known as timetabling. It is widely used in many departments such as transportation, education, and production. Some difficulties arise to ensure all tasks happen in the time and place allocated. Therefore, many researchers invented various programming models to solve the scheduling problems from several fields. However, the studies in developing the general integer programming model for many timetabling problems are still questionable. Meanwhile, this thesis describes about creating a general model which solves different types of timetabling problems by considering the basic constraints. Initially, the common basic constraints from five different fields are selected and analyzed. A general basic integer programming model was created and then verified by using the medium set of data obtained randomly which is much similar to realistic data. The mathematical software, AIMMS with CPLEX as a solver has been used to solve the model. The model obtained is significant in solving many timetabling problems easily since it is modifiable to all types of scheduling problems which have same basic constraints.

Keywords: AIMMS mathematical software, integer linear programming, scheduling problems, timetabling.

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695 Graphical Programming of Programmable Logic Controllers -Case Study for a Punching Machine-

Authors: Vasile Marinescu, Ionut Clementin Constantin, Alexandru Epureanu, Virgil Teodor

Abstract:

The Programmable Logic Controller (PLC) plays a vital role in automation and process control. Grafcet is used for representing the control logic, and traditional programming languages are used for describing the pure algorithms. Grafcet is used for dividing the process to be automated in elementary sequences that can be easily implemented. Each sequence represent a step that has associated actions programmed using textual or graphical languages after case. The programming task is simplified by using a set of subroutines that are used in several steps. The paper presents an example of implementation for a punching machine for sheets and plates. The use the graphical languages the programming of a complex sequential process is a necessary solution. The state of Grafcet can be used for debugging and malfunction determination. The use of the method combined with a set of knowledge acquisition for process application reduces the downtime of the machine and improve the productivity.

Keywords: Grafcet, Petrinet, PLC, punching.

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694 Application of a New Hybrid Optimization Algorithm on Cluster Analysis

Authors: T. Niknam, M. Nayeripour, B.Bahmani Firouzi

Abstract:

Clustering techniques have received attention in many areas including engineering, medicine, biology and data mining. The purpose of clustering is to group together data points, which are close to one another. The K-means algorithm is one of the most widely used techniques for clustering. However, K-means has two shortcomings: dependency on the initial state and convergence to local optima and global solutions of large problems cannot found with reasonable amount of computation effort. In order to overcome local optima problem lots of studies done in clustering. This paper is presented an efficient hybrid evolutionary optimization algorithm based on combining Particle Swarm Optimization (PSO) and Ant Colony Optimization (ACO), called PSO-ACO, for optimally clustering N object into K clusters. The new PSO-ACO algorithm is tested on several data sets, and its performance is compared with those of ACO, PSO and K-means clustering. The simulation results show that the proposed evolutionary optimization algorithm is robust and suitable for handing data clustering.

Keywords: Ant Colony Optimization (ACO), Data clustering, Hybrid evolutionary optimization algorithm, K-means clustering, Particle Swarm Optimization (PSO).

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693 Modeling Approaches for Large-Scale Reconfigurable Engineering Systems

Authors: Kwa-Sur Tam

Abstract:

This paper reviews various approaches that have been used for the modeling and simulation of large-scale engineering systems and determines their appropriateness in the development of a RICS modeling and simulation tool. Bond graphs, linear graphs, block diagrams, differential and difference equations, modeling languages, cellular automata and agents are reviewed. This tool should be based on linear graph representation and supports symbolic programming, functional programming, the development of noncausal models and the incorporation of decentralized approaches.

Keywords: Interdisciplinary, dynamic, functional programming, object-oriented.

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692 A Multi-Objective Evolutionary Algorithm of Neural Network for Medical Diseases Problems

Authors: Sultan Noman Qasem

Abstract:

This paper presents an evolutionary algorithm for solving multi-objective optimization problems-based artificial neural network (ANN). The multi-objective evolutionary algorithm used in this study is genetic algorithm while ANN used is radial basis function network (RBFN). The proposed algorithm named memetic elitist Pareto non-dominated sorting genetic algorithm-based RBFN (MEPGAN). The proposed algorithm is implemented on medical diseases problems. The experimental results indicate that the proposed algorithm is viable, and provides an effective means to design multi-objective RBFNs with good generalization capability and compact network structure. This study shows that MEPGAN generates RBFNs coming with an appropriate balance between accuracy and simplicity, comparing to the other algorithms found in literature.

Keywords: Radial basis function network, Hybrid learning, Multi-objective optimization, Genetic algorithm.

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691 Application of 0-1 Fuzzy Programming in Optimum Project Selection

Authors: S. Sadi-Nezhad, K. Khalili Damghani, N. Pilevari

Abstract:

In this article, a mathematical programming model for choosing an optimum portfolio of investments is developed. The investments are considered as investment projects. The uncertainties of the real world are associated through fuzzy concepts for coefficients of the proposed model (i. e. initial investment costs, profits, resource requirement, and total available budget). Model has been coded by using LINGO 11.0 solver. The results of a full analysis of optimistic and pessimistic derivative models are promising for selecting an optimum portfolio of projects in presence of uncertainty.

Keywords: Fuzzy Programming, Fuzzy Knapsack, FuzzyCapital Budgeting, Fuzzy Project Selection

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690 Optimal Risk Reduction in the Railway Industry by Using Dynamic Programming

Authors: Michael Todinov, Eberechi Weli

Abstract:

The paper suggests for the first time the use of dynamic programming techniques for optimal risk reduction in the railway industry. It is shown that by using the concept ‘amount of removed risk by a risk reduction option’, the problem related to optimal allocation of a fixed budget to achieve a maximum risk reduction in the railway industry can be reduced to an optimisation problem from dynamic programming. For n risk reduction options and size of the available risk reduction budget B (expressed as integer number), the worst-case running time of the proposed algorithm is O (n x (B+1)), which makes the proposed method a very efficient tool for solving the optimal risk reduction problem in the railway industry. 

Keywords: Optimisation, railway risk reduction, budget constraints, dynamic programming.

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689 Optimal Performance of Plastic Extrusion Process Using Fuzzy Goal Programming

Authors: Abbas Al-Refaie

Abstract:

This study optimized the performance of plastic extrusion process of drip irrigation pipes using fuzzy goal programming. Two main responses were of main interest; roll thickness and hardness. Four main process factors were studied. The L18 array was then used for experimental design. The individual-moving range control charts were used to assess the stability of the process, while the process capability index was used to assess process performance. Confirmation experiments were conducted at the obtained combination of optimal factor setting by fuzzy goal programming. The results revealed that process capability was improved significantly from -1.129 to 0.8148 for roll thickness and from 0.0965 to 0.714 and hardness. Such improvement results in considerable savings in production and quality costs.

Keywords: Fuzzy goal programming, extrusion process, process capability, irrigation plastic pipes.

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688 Solving Process Planning, Weighted Earliest Due Date Scheduling and Weighted Due Date Assignment Using Simulated Annealing and Evolutionary Strategies

Authors: Halil Ibrahim Demir, Abdullah Hulusi Kokcam, Fuat Simsir, Özer Uygun

Abstract:

Traditionally, three important manufacturing functions which are process planning, scheduling and due-date assignment are performed sequentially and separately. Although there are numerous works on the integration of process planning and scheduling and plenty of works focusing on scheduling with due date assignment, there are only a few works on integrated process planning, scheduling and due-date assignment. Although due-dates are determined without taking into account of weights of the customers in the literature, here weighted due-date assignment is employed to get better performance. Jobs are scheduled according to weighted earliest due date dispatching rule and due dates are determined according to some popular due date assignment methods by taking into account of the weights of each job. Simulated Annealing, Evolutionary Strategies, Random Search, hybrid of Random Search and Simulated Annealing, and hybrid of Random Search and Evolutionary Strategies, are applied as solution techniques. Three important manufacturing functions are integrated step-by-step and higher integration levels are found better. Search meta-heuristics are found to be very useful while improving performance measure.

Keywords: Evolutionary strategies, hybrid searches, process planning, simulated annealing, weighted due-date assignment, weighted scheduling.

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687 An Architectural Model of Multi-Agent Systems for Student Evaluation in Collaborative Game Software

Authors: Monica Hoedltke Pietruchinski, Andrey Ricardo Pimentel

Abstract:

The teaching of computer programming for beginners has been generally considered as a difficult and challenging task. Several methodologies and research tools have been developed, however, the difficulty of teaching still remains. Our work integrates the state of the art in teaching programming with game software and further provides metrics for the evaluation of student performance in a collaborative activity of playing games. This paper aims to present a multi-agent system architecture to be incorporated to the educational collaborative game software for teaching programming that monitors, evaluates and encourages collaboration by the participants. A literature review has been made on the concepts of Collaborative Learning, Multi-agents systems, collaborative games and techniques to teach programming using these concepts simultaneously.

Keywords: Architecture of multi-agent systems, collaborative evaluation, collaboration assessment, gamifying educational software.

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686 Evolutionary Search Techniques to Solve Set Covering Problems

Authors: Darwin Gouwanda, S. G. Ponnambalam

Abstract:

Set covering problem is a classical problem in computer science and complexity theory. It has many applications, such as airline crew scheduling problem, facilities location problem, vehicle routing, assignment problem, etc. In this paper, three different techniques are applied to solve set covering problem. Firstly, a mathematical model of set covering problem is introduced and solved by using optimization solver, LINGO. Secondly, the Genetic Algorithm Toolbox available in MATLAB is used to solve set covering problem. And lastly, an ant colony optimization method is programmed in MATLAB programming language. Results obtained from these methods are presented in tables. In order to assess the performance of the techniques used in this project, the benchmark problems available in open literature are used.

Keywords: Set covering problem, genetic algorithm, ant colony optimization, LINGO.

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685 Quantum Computing: A New Era of Computing

Authors: Jyoti Chaturvedi Gursaran

Abstract:

Nature conducts its action in a very private manner. To reveal these actions classical science has done a great effort. But classical science can experiment only with the things that can be seen with eyes. Beyond the scope of classical science quantum science works very well. It is based on some postulates like qubit, superposition of two states, entanglement, measurement and evolution of states that are briefly described in the present paper. One of the applications of quantum computing i.e. implementation of a novel quantum evolutionary algorithm(QEA) to automate the time tabling problem of Dayalbagh Educational Institute (Deemed University) is also presented in this paper. Making a good timetable is a scheduling problem. It is NP-hard, multi-constrained, complex and a combinatorial optimization problem. The solution of this problem cannot be obtained in polynomial time. The QEA uses genetic operators on the Q-bit as well as updating operator of quantum gate which is introduced as a variation operator to converge toward better solutions.

Keywords: Quantum computing, qubit, superposition, entanglement, measurement of states, evolution of states, Scheduling problem, hard and soft constraints, evolutionary algorithm, quantum evolutionary algorithm.

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684 Evolution of Fuzzy Neural Networks Using an Evolution Strategy with Fuzzy Genotype Values

Authors: Hidehiko Okada

Abstract:

Evolution strategy (ES) is a well-known instance of evolutionary algorithms, and there have been many studies on ES. In this paper, the author proposes an extended ES for solving fuzzy-valued optimization problems. In the proposed ES, genotype values are not real numbers but fuzzy numbers. Evolutionary processes in the ES are extended so that it can handle genotype instances with fuzzy numbers. In this study, the proposed method is experimentally applied to the evolution of neural networks with fuzzy weights and biases. Results reveal that fuzzy neural networks evolved using the proposed ES with fuzzy genotype values can model hidden target fuzzy functions even though no training data are explicitly provided. Next, the proposed method is evaluated in terms of variations in specifying fuzzy numbers as genotype values. One of the mostly adopted fuzzy numbers is a symmetric triangular one that can be specified by its lower and upper bounds (LU) or its center and width (CW). Experimental results revealed that the LU model contributed better to the fuzzy ES than the CW model, which indicates that the LU model should be adopted in future applications of the proposed method.

Keywords: Evolutionary algorithm, evolution strategy, fuzzy number, feedforward neural network, neuroevolution.

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683 An Empirical Study of the Effect of Robot Programming Education on the Computational Thinking of Young Children: The Role of Flowcharts

Authors: Wei Sun, Yan Dong

Abstract:

There is an increasing interest in introducing computational thinking at an early age. Computational thinking, like mathematical thinking, engineering thinking, and scientific thinking, is a kind of analytical thinking. Learning computational thinking skills is not only to improve technological literacy, but also allows learners to equip with practicable skills such as problem-solving skills. As people realize the importance of computational thinking, the field of educational technology faces a problem: how to choose appropriate tools and activities to help students develop computational thinking skills. Robots are gradually becoming a popular teaching tool, as robots provide a tangible way for young children to access to technology, and controlling a robot through programming offers them opportunities to engage in developing computational thinking. This study explores whether the introduction of flowcharts into the robotics programming courses can help children convert natural language into a programming language more easily, and then to better cultivate their computational thinking skills. An experimental study was adopted with a sample of children ages six to seven (N = 16) participated, and a one-meter-tall humanoid robot was used as the teaching tool. Results show that children can master basic programming concepts through robotic courses. Children's computational thinking has been significantly improved. Besides, results suggest that flowcharts do have an impact on young children’s computational thinking skills development, but it only has a significant effect on the "sequencing" and "correspondence" skills. Overall, the study demonstrates that the humanoid robot and flowcharts have qualities that foster young children to learn programming and develop computational thinking skills.

Keywords: Robotics, computational thinking, programming, young children, flowcharts.

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682 A Method to Annotate Programs with High-Level Knowledge of Computation

Authors: Nobuhiko Hishinuma, Jun Igari, Rentaro Yoshioka

Abstract:

When programming in languages such as C, Java, etc., it is difficult to reconstruct the programmer's ideas only from the program code. This occurs mainly because, much of the programmer's ideas behind the implementation are not recorded in the code during implementation. For example, physical aspects of computation such as spatial structures, activities, and meaning of variables are not required as instructions to the computer and are often excluded. This makes the future reconstruction of the original ideas difficult. AIDA, which is a multimedia programming language based on the cyberFilm model, can solve these problems allowing to describe ideas behind programs using advanced annotation methods as a natural extension to programming. In this paper, a development environment that implements the AIDA language is presented with a focus on the annotation methods. In particular, an actual scientific numerical computation code is created and the effects of the annotation methods are analyzed.

Keywords: cyberFilm, development environment, knowledge engineering, multimedia programming language

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681 Performance Analysis of MATLAB Solvers in the Case of a Quadratic Programming Generation Scheduling Optimization Problem

Authors: Dávid Csercsik, Péter Kádár

Abstract:

In the case of the proposed method, the problem is parallelized by considering multiple possible mode of operation profiles, which determine the range in which the generators operate in each period. For each of these profiles, the optimization is carried out independently, and the best resulting dispatch is chosen. For each such profile, the resulting problem is a quadratic programming (QP) problem with a potentially negative definite Q quadratic term, and constraints depending on the actual operation profile. In this paper we analyze the performance of available MATLAB optimization methods and solvers for the corresponding QP.

Keywords: Economic dispatch, optimization, quadratic programming, MATLAB.

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680 Multi Objective Micro Genetic Algorithm for Combine and Reroute Problem

Authors: Soottipoom Yaowiwat, Manoj Lohatepanont, Proadpran Punyabukkana

Abstract:

Several approaches such as linear programming, network modeling, greedy heuristic and decision support system are well-known approaches in solving irregular airline operation problem. This paper presents an alternative approach based on Multi Objective Micro Genetic Algorithm. The aim of this research is to introduce the concept of Multi Objective Micro Genetic Algorithm as a tool to solve irregular airline operation, combine and reroute problem. The experiment result indicated that the model could obtain optimal solutions within a few second.

Keywords: Irregular Airline Operation, Combine and RerouteRoutine, Genetic Algorithm, Micro Genetic Algorithm, Multi ObjectiveOptimization, Evolutionary Algorithm.

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679 An Engineering Approach to Forecast Volatility of Financial Indices

Authors: Irwin Ma, Tony Wong, Thiagas Sankar

Abstract:

By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast

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678 Particle Swarm Optimization with Interval-valued Genotypes and Its Application to Neuroevolution

Authors: Hidehiko Okada

Abstract:

The author proposes an extension of particle swarm optimization (PSO) for solving interval-valued optimization problems and applies the extended PSO to evolutionary training of neural networks (NNs) with interval weights. In the proposed PSO, values in the genotypes are not real numbers but intervals. Experimental results show that interval-valued NNs trained by the proposed method could well approximate hidden target functions despite the fact that no training data was explicitly provided.

Keywords: Evolutionary algorithms, swarm intelligence, particle swarm optimization, neural network, interval arithmetic.

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